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二维单位法向损耗积分的闭式解及其在信息价值分析中的应用。

Closed-Form Solution of the Unit Normal Loss Integral in 2 Dimensions, with Application in Value-of-Information Analysis.

机构信息

Respiratory Evaluation Sciences Program, Collaboration for Outcomes Research and Evaluation, Faculty of Pharmaceutical Sciences, University of British Columbia, Vancouver, BC, Canada.

Department of Statistics, University of British Columbia, Vancouver, BC, Canada.

出版信息

Med Decis Making. 2023 Jul;43(5):621-626. doi: 10.1177/0272989X231171166. Epub 2023 Jun 2.

DOI:10.1177/0272989X231171166
PMID:37269136
原文链接:https://pmc.ncbi.nlm.nih.gov/articles/PMC10336700/
Abstract

The unit normal loss integral (UNLI) is widely used in decision analysis and risk modeling, including in the computation of various value-of-information metrics, but its closed-form solution is only applicable to comparisons of 2 strategies.We derive a closed-form solution for 2-dimensional UNLI, extending the applicability of the UNLI to 3-strategy comparisons.Such closed-form computation takes only a fraction of a second and is free from simulation errors that affect the hitherto available methods.In addition to the relevance in 3-strategy model-based and data-driven decision analyses, a particular application is in risk prediction modeling, where the net benefit of a classifier should always be compared with 2 default strategies of treating none and treating all.

摘要

单位标准化损失积分(UNLI)广泛应用于决策分析和风险建模,包括各种信息价值度量的计算,但它的封闭形式解仅适用于 2 种策略的比较。我们推导出了二维 UNLI 的封闭形式解,将 UNLI 的适用性扩展到 3 种策略的比较。这种封闭形式的计算只需要几分之一秒,并且没有受到影响迄今为止可用方法的模拟误差的影响。除了在基于 3 策略的模型和数据驱动的决策分析中的相关性之外,它在风险预测建模中的应用也很特别,其中分类器的净收益应始终与不治疗和治疗所有的 2 个默认策略进行比较。

https://cdn.ncbi.nlm.nih.gov/pmc/blobs/47e7/10336700/68d23b7871b3/10.1177_0272989X231171166-fig1.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/47e7/10336700/68d23b7871b3/10.1177_0272989X231171166-fig1.jpg
https://cdn.ncbi.nlm.nih.gov/pmc/blobs/47e7/10336700/68d23b7871b3/10.1177_0272989X231171166-fig1.jpg

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